+37.6%
DUK vs AMDL
+115.6%
-78.0%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -6.7% | +5.8% | -1.1% |
| 7D | -1.7% | +20.7% | -22.4% | -1.1% |
| 30D | -2.2% | +9.4% | -11.7% | -1.9% |
| 3M | -3.7% | +5.6% | -9.3% | -2.8% |
| 6M | -6.3% | +340.3% | -346.6% | -0.8% |
| YTD | +4.5% | +253.6% | -249.1% | +10.6% |
| 1Y | +1.8% | +443.4% | -441.6% | +10.0% |
| All | +37.6% | +115.6% | -78.0% | +47.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AMDL.
Daily Out/Under-Performance
Portfolio return minus AMDL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMDL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded AMDL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling